| 2014-09-30 | Rank |
| Total securities | $35,995,000 | 3,296 |
| U.S. Government securities | $35,182,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $35,182,000 | 2,354 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $813,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $813,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $32,238,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $12,965,000 | 2,283 |
| Issued or guaranteed by U.S. | $12,965,000 | 2,281 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,601,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $13,601,000 | 1,074 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $5,672,000 | 441 |
| Commercial mortgage pass-through securities | $809,000 | 576 |
| Other commercial mortgage-backed securities | $4,863,000 | 274 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $35,995,000 | 3,005 |
| Total debt securities | $35,994,000 | 3,275 |
| Structured notes |
| Amortized cost | $994,000 | 1,681 |
| Fair value | $981,000 | 1,630 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $35,219,000 | 3,370 |
| U.S. Government securities | $34,374,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $34,374,000 | 2,424 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $845,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $845,000 | 171 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,028,000 | 4,699 |
| Mortgage-backed securities | $31,653,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $13,181,000 | 2,282 |
| Issued or guaranteed by U.S. | $13,181,000 | 2,281 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,673,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $12,673,000 | 1,135 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $5,799,000 | 429 |
| Commercial mortgage pass-through securities | $865,000 | 559 |
| Other commercial mortgage-backed securities | $4,934,000 | 257 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,219,000 | 3,077 |
| Total debt securities | $35,219,000 | 3,342 |
| Structured notes |
| Amortized cost | $991,000 | 1,720 |
| Fair value | $990,000 | 1,644 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $33,542,000 | 3,477 |
| U.S. Government securities | $32,712,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,712,000 | 2,542 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $830,000 | 1,947 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $830,000 | 173 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,235,000 | 4,656 |
| Mortgage-backed securities | $29,367,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $14,494,000 | 2,195 |
| Issued or guaranteed by U.S. | $14,494,000 | 2,195 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,993,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $9,993,000 | 1,291 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,880,000 | 431 |
| Commercial mortgage pass-through securities | $878,000 | 553 |
| Other commercial mortgage-backed securities | $4,002,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,542,000 | 3,172 |
| Total debt securities | $33,542,000 | 3,452 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $32,498,000 | 3,541 |
| U.S. Government securities | $31,615,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,615,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $883,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $883,000 | 187 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,049,000 | 5,024 |
| Mortgage-backed securities | $27,353,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $11,432,000 | 2,479 |
| Issued or guaranteed by U.S. | $11,432,000 | 2,479 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,130,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $10,130,000 | 1,288 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $5,791,000 | 377 |
| Commercial mortgage pass-through securities | $1,760,000 | 385 |
| Other commercial mortgage-backed securities | $4,031,000 | 262 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,498,000 | 3,251 |
| Total debt securities | $32,497,000 | 3,511 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $31,718,000 | 3,598 |
| U.S. Government securities | $30,836,000 | 2,725 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,836,000 | 2,657 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $882,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $882,000 | 198 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,213,000 | 5,025 |
| Mortgage-backed securities | $28,645,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $12,546,000 | 2,365 |
| Issued or guaranteed by U.S. | $12,546,000 | 2,363 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,206,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $11,206,000 | 1,231 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,893,000 | 396 |
| Commercial mortgage pass-through securities | $1,786,000 | 368 |
| Other commercial mortgage-backed securities | $3,107,000 | 288 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $31,718,000 | 3,302 |
| Total debt securities | $31,718,000 | 3,565 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $27,854,000 | 3,867 |
| U.S. Government securities | $26,969,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,969,000 | 2,878 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $885,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $885,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,055,000 | 5,095 |
| Mortgage-backed securities | $25,029,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $10,123,000 | 2,620 |
| Issued or guaranteed by U.S. | $10,123,000 | 2,618 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,790,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $10,790,000 | 1,267 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $4,116,000 | 413 |
| Commercial mortgage pass-through securities | $1,837,000 | 365 |
| Other commercial mortgage-backed securities | $2,279,000 | 295 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $27,854,000 | 3,558 |
| Total debt securities | $27,854,000 | 3,837 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $30,213,000 | 3,713 |
| U.S. Government securities | $29,284,000 | 2,860 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,284,000 | 2,788 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $929,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $929,000 | 188 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,420,000 | 5,034 |
| Mortgage-backed securities | $27,302,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $11,015,000 | 2,539 |
| Issued or guaranteed by U.S. | $11,015,000 | 2,538 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,067,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $13,067,000 | 1,185 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,220,000 | 405 |
| Commercial mortgage pass-through securities | $1,826,000 | 338 |
| Other commercial mortgage-backed securities | $1,394,000 | 284 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,213,000 | 3,440 |
| Total debt securities | $30,212,000 | 3,677 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $34,602,000 | 3,390 |
| U.S. Government securities | $33,651,000 | 2,546 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,651,000 | 2,485 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $951,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $951,000 | 181 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,471,000 | 5,046 |
| Mortgage-backed securities | $33,651,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $13,258,000 | 2,294 |
| Issued or guaranteed by U.S. | $13,258,000 | 2,293 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,723,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $17,723,000 | 1,016 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $2,670,000 | 366 |
| Commercial mortgage pass-through securities | $1,962,000 | 287 |
| Other commercial mortgage-backed securities | $708,000 | 267 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,602,000 | 3,138 |
| Total debt securities | $34,598,000 | 3,359 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $35,611,000 | 3,368 |
| U.S. Government securities | $34,535,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,535,000 | 2,497 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,076,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $118,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $958,000 | 176 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $780,000 | 5,756 |
| Mortgage-backed securities | $34,653,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $16,479,000 | 2,123 |
| Issued or guaranteed by U.S. | $16,479,000 | 2,122 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,126,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $14,008,000 | 1,235 |
| Privately issued | $118,000 | 925 |
| Commercial mortgage-backed securities | $4,048,000 | 292 |
| Commercial mortgage pass-through securities | $1,998,000 | 258 |
| Other commercial mortgage-backed securities | $2,050,000 | 203 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,611,000 | 3,111 |
| Total debt securities | $35,611,000 | 3,344 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $35,600,000 | 3,376 |
| U.S. Government securities | $34,547,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $34,547,000 | 2,527 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,053,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,007 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $927,000 | 179 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $848,000 | 5,795 |
| Mortgage-backed securities | $34,673,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $18,782,000 | 1,986 |
| Issued or guaranteed by U.S. | $18,782,000 | 1,986 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,424,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $11,298,000 | 1,400 |
| Privately issued | $126,000 | 967 |
| Commercial mortgage-backed securities | $4,467,000 | 262 |
| Commercial mortgage pass-through securities | $2,104,000 | 221 |
| Other commercial mortgage-backed securities | $2,363,000 | 190 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $35,600,000 | 3,125 |
| Total debt securities | $35,593,000 | 3,354 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $31,549,000 | 3,648 |
| U.S. Government securities | $30,401,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,401,000 | 2,807 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,148,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,004,000 | 174 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $935,000 | 5,799 |
| Mortgage-backed securities | $30,545,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $15,240,000 | 2,260 |
| Issued or guaranteed by U.S. | $15,240,000 | 2,257 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,768,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $11,624,000 | 1,402 |
| Privately issued | $144,000 | 990 |
| Commercial mortgage-backed securities | $3,537,000 | 262 |
| Commercial mortgage pass-through securities | $984,000 | 268 |
| Other commercial mortgage-backed securities | $2,553,000 | 164 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $31,549,000 | 3,374 |
| Total debt securities | $31,549,000 | 3,621 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $24,501,000 | 4,136 |
| U.S. Government securities | $22,789,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,789,000 | 3,289 |
| Securities issued by states & political subdivisions | $551,000 | 5,241 |
| Other domestic debt securities | $1,161,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,113 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,009,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $980,000 | 5,506 |
| Mortgage-backed securities | $22,941,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $13,652,000 | 2,302 |
| Issued or guaranteed by U.S. | $13,652,000 | 2,298 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,469,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $5,317,000 | 1,898 |
| Privately issued | $152,000 | 1,057 |
| Commercial mortgage-backed securities | $3,820,000 | 205 |
| Commercial mortgage pass-through securities | $1,008,000 | 226 |
| Other commercial mortgage-backed securities | $2,812,000 | 125 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $24,501,000 | 3,788 |
| Total debt securities | $24,501,000 | 4,105 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $22,541,000 | 4,250 |
| U.S. Government securities | $20,663,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,663,000 | 3,417 |
| Securities issued by states & political subdivisions | $689,000 | 5,135 |
| Other domestic debt securities | $1,189,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,136 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,034,000 | 166 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $734,000 | 5,617 |
| Mortgage-backed securities | $20,818,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $13,405,000 | 2,270 |
| Issued or guaranteed by U.S. | $13,405,000 | 2,264 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,973,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $5,818,000 | 1,802 |
| Privately issued | $155,000 | 1,074 |
| Commercial mortgage-backed securities | $1,440,000 | 262 |
| Commercial mortgage pass-through securities | $1,025,000 | 205 |
| Other commercial mortgage-backed securities | $415,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,541,000 | 3,902 |
| Total debt securities | $22,541,000 | 4,216 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $25,763,000 | 3,976 |
| U.S. Government securities | $23,882,000 | 3,270 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,882,000 | 3,174 |
| Securities issued by states & political subdivisions | $649,000 | 5,138 |
| Other domestic debt securities | $1,232,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,127 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,037,000 | 174 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,728,000 | 5,261 |
| Mortgage-backed securities | $23,054,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $12,116,000 | 2,352 |
| Issued or guaranteed by U.S. | $12,116,000 | 2,345 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,407,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $9,212,000 | 1,453 |
| Privately issued | $195,000 | 1,072 |
| Commercial mortgage-backed securities | $1,531,000 | 237 |
| Commercial mortgage pass-through securities | $978,000 | 208 |
| Other commercial mortgage-backed securities | $553,000 | 127 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,763,000 | 3,654 |
| Total debt securities | $25,763,000 | 3,937 |
| Structured notes |
| Amortized cost | $1,004,000 | 2,439 |
| Fair value | $1,023,000 | 2,436 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $22,043,000 | 4,319 |
| U.S. Government securities | $20,124,000 | 3,640 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,124,000 | 3,532 |
| Securities issued by states & political subdivisions | $624,000 | 5,163 |
| Other domestic debt securities | $1,295,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $233,000 | 1,141 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,062,000 | 163 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,821,000 | 5,273 |
| Mortgage-backed securities | $19,308,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $7,750,000 | 2,899 |
| Issued or guaranteed by U.S. | $7,750,000 | 2,892 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,001,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $10,768,000 | 1,281 |
| Privately issued | $233,000 | 1,087 |
| Commercial mortgage-backed securities | $557,000 | 319 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $557,000 | 128 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $22,043,000 | 3,972 |
| Total debt securities | $22,042,000 | 4,288 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $17,777,000 | 4,683 |
| U.S. Government securities | $15,796,000 | 3,959 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,796,000 | 3,841 |
| Securities issued by states & political subdivisions | $584,000 | 5,212 |
| Other domestic debt securities | $1,397,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $277,000 | 1,170 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,120,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,900,000 | 5,274 |
| Mortgage-backed securities | $16,073,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $8,018,000 | 2,755 |
| Issued or guaranteed by U.S. | $8,018,000 | 2,746 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,055,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $7,778,000 | 1,486 |
| Privately issued | $277,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $17,777,000 | 4,292 |
| Total debt securities | $17,777,000 | 4,649 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $15,651,000 | 4,898 |
| U.S. Government securities | $13,462,000 | 4,252 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,462,000 | 4,143 |
| Securities issued by states & political subdivisions | $689,000 | 5,066 |
| Other domestic debt securities | $1,500,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $392,000 | 1,196 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,108,000 | 178 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,305,000 | 5,159 |
| Mortgage-backed securities | $13,854,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $8,742,000 | 2,602 |
| Issued or guaranteed by U.S. | $8,742,000 | 2,595 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,112,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,720,000 | 1,793 |
| Privately issued | $392,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $15,651,000 | 4,468 |
| Total debt securities | $15,651,000 | 4,859 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $15,734,000 | 4,903 |
| U.S. Government securities | $13,007,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,007,000 | 4,297 |
| Securities issued by states & political subdivisions | $1,175,000 | 4,729 |
| Other domestic debt securities | $1,552,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $440,000 | 1,215 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,112,000 | 183 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,041,000 | 5,319 |
| Mortgage-backed securities | $13,447,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $9,820,000 | 2,470 |
| Issued or guaranteed by U.S. | $9,820,000 | 2,463 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,627,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $3,187,000 | 1,946 |
| Privately issued | $440,000 | 1,162 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,734,000 | 4,484 |
| Total debt securities | $15,734,000 | 4,865 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $16,375,000 | 4,864 |
| U.S. Government securities | $13,828,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,828,000 | 4,214 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,743 |
| Other domestic debt securities | $1,376,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $601,000 | 1,198 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $775,000 | 223 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,360,000 | 5,275 |
| Mortgage-backed securities | $14,429,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $11,471,000 | 2,339 |
| Issued or guaranteed by U.S. | $11,471,000 | 2,333 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,958,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $2,357,000 | 2,093 |
| Privately issued | $601,000 | 1,147 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $16,375,000 | 4,434 |
| Total debt securities | $16,375,000 | 4,822 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $14,129,000 | 5,148 |
| U.S. Government securities | $11,294,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,294,000 | 4,633 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,808 |
| Other domestic debt securities | $1,712,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $693,000 | 1,205 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,019,000 | 210 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,715,000 | 4,808 |
| Mortgage-backed securities | $11,987,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $9,254,000 | 2,694 |
| Issued or guaranteed by U.S. | $9,254,000 | 2,687 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,733,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 2,143 |
| Privately issued | $693,000 | 1,153 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,129,000 | 4,709 |
| Total debt securities | $14,129,000 | 5,109 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $15,298,000 | 5,025 |
| U.S. Government securities | $9,879,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,879,000 | 4,935 |
| Securities issued by states & political subdivisions | $3,562,000 | 3,719 |
| Other domestic debt securities | $1,857,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $836,000 | 1,211 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,021,000 | 231 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $605,000 | 6,099 |
| Mortgage-backed securities | $10,715,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $7,709,000 | 3,037 |
| Issued or guaranteed by U.S. | $7,709,000 | 3,027 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,006,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $2,170,000 | 2,080 |
| Privately issued | $836,000 | 1,161 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $15,298,000 | 4,599 |
| Total debt securities | $15,289,000 | 4,981 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $21,311,000 | 4,280 |
| U.S. Government securities | $14,747,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,747,000 | 4,046 |
| Securities issued by states & political subdivisions | $4,091,000 | 3,507 |
| Other domestic debt securities | $2,473,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $1,542,000 | 1,057 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $931,000 | 254 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $247,000 | 6,367 |
| Mortgage-backed securities | $13,772,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $9,826,000 | 2,746 |
| Issued or guaranteed by U.S. | $9,826,000 | 2,734 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,946,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,404,000 | 1,995 |
| Privately issued | $1,542,000 | 1,014 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $21,311,000 | 3,849 |
| Total debt securities | $21,311,000 | 4,237 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $22,966,000 | 4,086 |
| U.S. Government securities | $15,756,000 | 4,076 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,756,000 | 3,999 |
| Securities issued by states & political subdivisions | $4,580,000 | 3,270 |
| Other domestic debt securities | $2,630,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $1,621,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $402,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $607,000 | 1,818 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,629,000 | 4,286 |
| Mortgage-backed securities | $14,836,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $10,553,000 | 2,694 |
| Issued or guaranteed by U.S. | $10,553,000 | 2,678 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,283,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 1,939 |
| Privately issued | $1,621,000 | 1,026 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,966,000 | 3,669 |
| Total debt securities | $22,966,000 | 4,052 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $21,723,000 | 4,240 |
| U.S. Government securities | $12,732,000 | 4,622 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,732,000 | 4,536 |
| Securities issued by states & political subdivisions | $5,985,000 | 2,870 |
| Other domestic debt securities | $3,006,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $1,917,000 | 970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $428,000 | 243 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $661,000 | 1,758 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,305,000 | 4,166 |
| Mortgage-backed securities | $14,649,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $9,879,000 | 2,737 |
| Issued or guaranteed by U.S. | $9,879,000 | 2,722 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,770,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000 | 1,863 |
| Privately issued | $1,917,000 | 932 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $21,723,000 | 3,785 |
| Total debt securities | $21,722,000 | 4,200 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $27,412,000 | 3,601 |
| U.S. Government securities | $16,519,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,519,000 | 3,900 |
| Securities issued by states & political subdivisions | $7,542,000 | 2,498 |
| Other domestic debt securities | $3,351,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $2,047,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $495,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $809,000 | 1,624 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,272,000 | 3,739 |
| Mortgage-backed securities | $18,566,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $13,704,000 | 2,203 |
| Issued or guaranteed by U.S. | $13,704,000 | 2,191 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,862,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $2,815,000 | 1,793 |
| Privately issued | $2,047,000 | 907 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $27,412,000 | 3,187 |
| Total debt securities | $27,412,000 | 3,573 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $28,831,000 | 3,542 |
| U.S. Government securities | $16,013,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,013,000 | 4,004 |
| Securities issued by states & political subdivisions | $9,283,000 | 2,195 |
| Other domestic debt securities | $3,535,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $2,189,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $490,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $856,000 | 1,657 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,024,000 | 3,547 |
| Mortgage-backed securities | $18,202,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $13,164,000 | 2,238 |
| Issued or guaranteed by U.S. | $13,164,000 | 2,226 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,038,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $2,849,000 | 1,788 |
| Privately issued | $2,189,000 | 879 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $28,831,000 | 3,145 |
| Total debt securities | $28,831,000 | 3,504 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $31,636,000 | 3,321 |
| U.S. Government securities | $18,364,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,364,000 | 3,658 |
| Securities issued by states & political subdivisions | $9,860,000 | 2,091 |
| Other domestic debt securities | $3,412,000 | 1,425 |
| Privately issued residential mortgage-backed securities | $2,520,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $892,000 | 1,602 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,679,000 | 3,422 |
| Mortgage-backed securities | $19,672,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $14,184,000 | 2,074 |
| Issued or guaranteed by U.S. | $14,184,000 | 2,063 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,488,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 1,747 |
| Privately issued | $2,520,000 | 811 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,636,000 | 2,948 |
| Total debt securities | $31,636,000 | 3,273 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $30,965,000 | 3,376 |
| U.S. Government securities | $19,671,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,671,000 | 3,559 |
| Securities issued by states & political subdivisions | $8,635,000 | 2,298 |
| Other domestic debt securities | $2,659,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $2,659,000 | 770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,963,000 | 4,531 |
| Mortgage-backed securities | $20,125,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $14,507,000 | 1,809 |
| Issued or guaranteed by U.S. | $14,507,000 | 1,799 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,618,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,673 |
| Privately issued | $2,659,000 | 730 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $30,965,000 | 2,982 |
| Total debt securities | $30,965,000 | 3,327 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $28,908,000 | 3,535 |
| U.S. Government securities | $19,835,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,835,000 | 3,578 |
| Securities issued by states & political subdivisions | $6,357,000 | 2,736 |
| Other domestic debt securities | $2,716,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $2,716,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,284,000 | 4,755 |
| Mortgage-backed securities | $20,418,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $14,748,000 | 1,655 |
| Issued or guaranteed by U.S. | $14,748,000 | 1,646 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,670,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $2,954,000 | 1,635 |
| Privately issued | $2,716,000 | 693 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $28,908,000 | 3,112 |
| Total debt securities | $28,908,000 | 3,494 |
| Structured notes |
| Amortized cost | $487,000 | 2,364 |
| Fair value | $495,000 | 2,332 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $27,702,000 | 3,629 |
| U.S. Government securities | $18,562,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,562,000 | 3,750 |
| Securities issued by states & political subdivisions | $6,288,000 | 2,745 |
| Other domestic debt securities | $2,852,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $2,852,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,797,000 | 5,866 |
| Mortgage-backed securities | $19,312,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $13,439,000 | 1,715 |
| Issued or guaranteed by U.S. | $13,439,000 | 1,710 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,873,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $3,021,000 | 1,596 |
| Privately issued | $2,852,000 | 638 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,702,000 | 3,182 |
| Total debt securities | $27,702,000 | 3,590 |
| Structured notes |
| Amortized cost | $487,000 | 2,459 |
| Fair value | $488,000 | 2,431 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $25,039,000 | 3,896 |
| U.S. Government securities | $15,592,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,592,000 | 4,224 |
| Securities issued by states & political subdivisions | $6,413,000 | 2,724 |
| Other domestic debt securities | $3,034,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $3,034,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,768,000 | 5,001 |
| Mortgage-backed securities | $16,471,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $11,853,000 | 1,864 |
| Issued or guaranteed by U.S. | $11,853,000 | 1,857 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,618,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $1,584,000 | 1,975 |
| Privately issued | $3,034,000 | 599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $25,039,000 | 3,426 |
| Total debt securities | $25,039,000 | 3,846 |
| Structured notes |
| Amortized cost | $486,000 | 2,525 |
| Fair value | $494,000 | 2,467 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $25,954,000 | 3,839 |
| U.S. Government securities | $16,107,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,107,000 | 4,199 |
| Securities issued by states & political subdivisions | $6,664,000 | 2,668 |
| Other domestic debt securities | $3,183,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $3,183,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,939,000 | 4,954 |
| Mortgage-backed securities | $17,156,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $12,371,000 | 1,827 |
| Issued or guaranteed by U.S. | $12,371,000 | 1,818 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,785,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 1,974 |
| Privately issued | $3,183,000 | 581 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $25,954,000 | 3,356 |
| Total debt securities | $25,954,000 | 3,789 |
| Structured notes |
| Amortized cost | $486,000 | 2,630 |
| Fair value | $491,000 | 2,601 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $26,898,000 | 3,775 |
| U.S. Government securities | $16,670,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,670,000 | 4,132 |
| Securities issued by states & political subdivisions | $6,840,000 | 2,605 |
| Other domestic debt securities | $3,388,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $3,388,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,105,000 | 4,906 |
| Mortgage-backed securities | $17,935,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $12,931,000 | 1,786 |
| Issued or guaranteed by U.S. | $12,931,000 | 1,775 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,004,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $1,616,000 | 1,943 |
| Privately issued | $3,388,000 | 559 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,000 | 3,714 |
| Available-for-sale securities (fair market value) | $26,789,000 | 3,301 |
| Total debt securities | $26,898,000 | 3,718 |
| Structured notes |
| Amortized cost | $485,000 | 2,762 |
| Fair value | $488,000 | 2,741 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $25,402,000 | 3,916 |
| U.S. Government securities | $17,016,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,016,000 | 4,077 |
| Securities issued by states & political subdivisions | $6,266,000 | 2,722 |
| Other domestic debt securities | $2,120,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $2,120,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,224,000 | 4,882 |
| Mortgage-backed securities | $17,062,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $13,253,000 | 1,771 |
| Issued or guaranteed by U.S. | $13,253,000 | 1,761 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,809,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $1,689,000 | 1,916 |
| Privately issued | $2,120,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,402,000 | 3,415 |
| Total debt securities | $25,401,000 | 3,860 |
| Structured notes |
| Amortized cost | $485,000 | 2,821 |
| Fair value | $478,000 | 2,808 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $25,518,000 | 3,973 |
| U.S. Government securities | $16,833,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,833,000 | 4,122 |
| Securities issued by states & political subdivisions | $6,447,000 | 2,664 |
| Other domestic debt securities | $2,238,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $2,238,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,454,000 | 4,791 |
| Mortgage-backed securities | $18,569,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $14,394,000 | 1,698 |
| Issued or guaranteed by U.S. | $14,394,000 | 1,688 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,175,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 1,833 |
| Privately issued | $2,238,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $25,518,000 | 3,463 |
| Total debt securities | $25,518,000 | 3,913 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $25,602,000 | 3,997 |
| U.S. Government securities | $17,994,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,994,000 | 3,951 |
| Securities issued by states & political subdivisions | $5,936,000 | 2,792 |
| Other domestic debt securities | $1,672,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $1,672,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,685,000 | 4,701 |
| Mortgage-backed securities | $19,160,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $15,344,000 | 1,647 |
| Issued or guaranteed by U.S. | $15,344,000 | 1,634 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,816,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $2,144,000 | 1,789 |
| Privately issued | $1,672,000 | 670 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,602,000 | 3,457 |
| Total debt securities | $25,602,000 | 3,930 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $23,311,000 | 4,186 |
| U.S. Government securities | $15,106,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,106,000 | 4,344 |
| Securities issued by states & political subdivisions | $6,325,000 | 2,688 |
| Other domestic debt securities | $1,880,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $1,880,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,964,000 | 4,615 |
| Mortgage-backed securities | $16,475,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $12,289,000 | 1,933 |
| Issued or guaranteed by U.S. | $12,289,000 | 1,919 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,186,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 1,759 |
| Privately issued | $1,880,000 | 642 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $23,311,000 | 3,619 |
| Total debt securities | $23,311,000 | 4,134 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $19,998,000 | 4,639 |
| U.S. Government securities | $10,151,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,151,000 | 5,430 |
| Securities issued by states & political subdivisions | $7,671,000 | 2,338 |
| Other domestic debt securities | $2,176,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $2,176,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,919,000 | 5,919 |
| Mortgage-backed securities | $11,812,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $8,633,000 | 2,444 |
| Issued or guaranteed by U.S. | $8,633,000 | 2,434 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,179,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,305 |
| Privately issued | $2,176,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $19,998,000 | 4,030 |
| Total debt securities | $19,998,000 | 4,567 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $20,768,000 | 4,617 |
| U.S. Government securities | $9,075,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,075,000 | 5,763 |
| Securities issued by states & political subdivisions | $9,226,000 | 2,038 |
| Other domestic debt securities | $2,467,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $2,467,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,202,000 | 5,786 |
| Mortgage-backed securities | $11,022,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $8,259,000 | 2,582 |
| Issued or guaranteed by U.S. | $8,259,000 | 2,573 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,763,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,886 |
| Privately issued | $2,467,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $20,768,000 | 4,000 |
| Total debt securities | $20,768,000 | 4,551 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $22,653,000 | 4,413 |
| U.S. Government securities | $12,346,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,346,000 | 4,996 |
| Securities issued by states & political subdivisions | $10,307,000 | 1,885 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,538,000 | 5,618 |
| Mortgage-backed securities | $10,852,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $10,354,000 | 2,322 |
| Issued or guaranteed by U.S. | $10,354,000 | 2,315 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $498,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,751 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $22,653,000 | 3,816 |
| Total debt securities | $22,653,000 | 4,340 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $19,332,000 | 4,792 |
| U.S. Government securities | $11,193,000 | 5,435 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,193,000 | 5,280 |
| Securities issued by states & political subdivisions | $8,139,000 | 2,279 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,422,000 | 5,683 |
| Mortgage-backed securities | $10,152,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $9,404,000 | 2,458 |
| Issued or guaranteed by U.S. | $9,404,000 | 2,449 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $748,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,592 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $19,332,000 | 4,159 |
| Total debt securities | $19,332,000 | 4,729 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $21,158,000 | 4,634 |
| U.S. Government securities | $12,521,000 | 5,181 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,521,000 | 5,029 |
| Securities issued by states & political subdivisions | $8,637,000 | 2,176 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,021,000 | 5,400 |
| Mortgage-backed securities | $11,473,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $10,442,000 | 2,350 |
| Issued or guaranteed by U.S. | $10,442,000 | 2,341 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,031,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,424 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $21,158,000 | 4,030 |
| Total debt securities | $21,158,000 | 4,572 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $18,287,000 | 5,022 |
| U.S. Government securities | $11,823,000 | 5,294 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,823,000 | 5,143 |
| Securities issued by states & political subdivisions | $5,897,000 | 2,799 |
| Other domestic debt securities | $567,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $567,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,408,000 | 5,147 |
| Mortgage-backed securities | $11,317,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $9,719,000 | 2,449 |
| Issued or guaranteed by U.S. | $9,719,000 | 2,441 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,598,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,483 |
| Privately issued | $567,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $18,287,000 | 4,387 |
| Total debt securities | $18,287,000 | 4,945 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $18,729,000 | 5,001 |
| U.S. Government securities | $13,663,000 | 4,941 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,663,000 | 4,791 |
| Securities issued by states & political subdivisions | $4,056,000 | 3,406 |
| Other domestic debt securities | $1,010,000 | 2,572 |
| Privately issued residential mortgage-backed securities | $1,010,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,602,000 | 5,015 |
| Mortgage-backed securities | $13,595,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $11,541,000 | 2,238 |
| Issued or guaranteed by U.S. | $11,541,000 | 2,223 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,054,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,597 |
| Privately issued | $1,010,000 | 531 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $18,729,000 | 4,366 |
| Total debt securities | $18,729,000 | 4,921 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $20,162,000 | 4,730 |
| U.S. Government securities | $14,904,000 | 4,564 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,904,000 | 4,405 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,344 |
| Other domestic debt securities | $1,016,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,917,000 | 4,879 |
| Mortgage-backed securities | $14,830,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $12,761,000 | 2,086 |
| Issued or guaranteed by U.S. | $12,761,000 | 2,076 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,069,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,614 |
| Privately issued | $1,016,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,162,000 | 4,111 |
| Total debt securities | $20,162,000 | 4,647 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $21,963,000 | 4,421 |
| U.S. Government securities | $16,852,000 | 4,141 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,852,000 | 3,986 |
| Securities issued by states & political subdivisions | $4,087,000 | 3,374 |
| Other domestic debt securities | $1,024,000 | 2,743 |
| Privately issued residential mortgage-backed securities | $1,024,000 | 668 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,641,000 | 4,155 |
| Mortgage-backed securities | $16,513,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $14,450,000 | 1,905 |
| Issued or guaranteed by U.S. | $14,450,000 | 1,894 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,063,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,811 |
| Privately issued | $1,024,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,963,000 | 3,846 |
| Total debt securities | $21,963,000 | 4,336 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $17,694,000 | 5,030 |
| U.S. Government securities | $13,651,000 | 4,763 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,651,000 | 4,590 |
| Securities issued by states & political subdivisions | $4,043,000 | 3,307 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,961,000 | 4,463 |
| Mortgage-backed securities | $12,292,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $11,246,000 | 2,205 |
| Issued or guaranteed by U.S. | $11,246,000 | 2,195 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,046,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,927 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $17,694,000 | 4,355 |
| Total debt securities | $17,694,000 | 4,930 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $17,866,000 | 4,979 |
| U.S. Government securities | $13,131,000 | 4,840 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,131,000 | 4,665 |
| Securities issued by states & political subdivisions | $4,735,000 | 3,024 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,157,000 | 4,001 |
| Mortgage-backed securities | $10,352,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $8,391,000 | 2,592 |
| Issued or guaranteed by U.S. | $8,391,000 | 2,578 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,961,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 2,522 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,866,000 | 4,289 |
| Total debt securities | $17,866,000 | 4,895 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $15,175,000 | 5,333 |
| U.S. Government securities | $10,525,000 | 5,387 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,525,000 | 5,153 |
| Securities issued by states & political subdivisions | $4,237,000 | 3,160 |
| Other domestic debt securities | $413,000 | 3,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $413,000 | 3,039 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,810,000 | 4,091 |
| Mortgage-backed securities | $5,886,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 2,909 |
| Issued or guaranteed by U.S. | $5,886,000 | 2,892 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,175,000 | 4,574 |
| Total debt securities | $15,175,000 | 5,241 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $16,015,000 | 5,369 |
| U.S. Government securities | $12,457,000 | 5,157 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,457,000 | 4,828 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,508 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 5,834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,537,000 | 4,844 |
| Mortgage-backed securities | $4,419,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $3,283,000 | 3,247 |
| Issued or guaranteed by U.S. | $3,283,000 | 3,231 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,136,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $1,136,000 | 2,585 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,015,000 | 4,422 |
| Total debt securities | $15,819,000 | 5,270 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $11,826,000 | 6,566 |
| U.S. Government securities | $10,566,000 | 5,924 |
| U.S. Treasury securities | $699,000 | 4,134 |
| U.S. Government agency obligations | $9,867,000 | 5,639 |
| Securities issued by states & political subdivisions | $1,258,000 | 5,308 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,831,000 | 5,815 |
| Mortgage-backed securities | $3,757,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,222 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,209 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,826,000 | 5,405 |
| Total debt securities | $11,824,000 | 6,471 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $4,817,000 | 8,823 |
| U.S. Government securities | $4,753,000 | 8,159 |
| U.S. Treasury securities | $714,000 | 5,556 |
| U.S. Government agency obligations | $4,039,000 | 7,666 |
| Securities issued by states & political subdivisions | $62,000 | 7,696 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $306,000 | 7,994 |
| Mortgage-backed securities | $1,443,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $1,443,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,443,000 | 4,806 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $123,000 | 6,365 |
| Available-for-sale securities (fair market value) | $4,694,000 | 7,468 |
| Total debt securities | $4,815,000 | 8,711 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $4,458,000 | 9,438 |
| U.S. Government securities | $4,296,000 | 8,933 |
| U.S. Treasury securities | $300,000 | 7,519 |
| U.S. Government agency obligations | $3,996,000 | 7,824 |
| Securities issued by states & political subdivisions | $160,000 | 7,632 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $400,000 | 8,316 |
| Mortgage-backed securities | $642,000 | 6,775 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,917 |
| Issued or guaranteed by U.S. | $642,000 | 5,899 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $233,000 | 7,032 |
| Available-for-sale securities (fair market value) | $4,225,000 | 7,790 |
| Total debt securities | $4,458,000 | 9,333 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $3,352,000 | 10,434 |
| U.S. Government securities | $3,178,000 | 10,052 |
| U.S. Treasury securities | $1,200,000 | 6,918 |
| U.S. Government agency obligations | $1,978,000 | 9,512 |
| Securities issued by states & political subdivisions | $170,000 | 8,023 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $399,000 | 8,763 |
| Mortgage-backed securities | $85,000 | 8,553 |
| Certificates of participation in pools of residential mortgages | $85,000 | 7,943 |
| Issued or guaranteed by U.S. | $85,000 | 7,923 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,000 | 7,674 |
| Available-for-sale securities (fair market value) | $3,097,000 | 8,557 |
| Total debt securities | $3,348,000 | 10,334 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $283,000 | 11,804 |
| U.S. Government securities | $104,000 | 11,725 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $104,000 | 11,133 |
| Securities issued by states & political subdivisions | $175,000 | 8,336 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $104,000 | 8,996 |
| Certificates of participation in pools of residential mortgages | $104,000 | 8,265 |
| Issued or guaranteed by U.S. | $104,000 | 8,231 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 8,048 |
| Available-for-sale securities (fair market value) | $3,000 | 11,031 |
| Total debt securities | $279,000 | 11,707 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $218,000 | 12,481 |
| U.S. Government securities | $122,000 | 12,390 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $122,000 | 11,644 |
| Securities issued by states & political subdivisions | $94,000 | 9,142 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $216,000 | 11,309 |
| Available-for-sale securities (fair market value) | $2,000 | 11,214 |
| Total debt securities | $216,000 | 12,395 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $271,000 | 13,100 |
| U.S. Government securities | $147,000 | 12,981 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $147,000 | 12,062 |
| Securities issued by states & political subdivisions | $112,000 | 9,229 |
| Other domestic debt securities | $10,000 | 6,445 |
| Privately issued residential mortgage-backed securities | $10,000 | 3,331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $10,000 | 10,642 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,000 | 6,963 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $10,000 | 2,843 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $269,000 | 12,988 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $647,000 | 13,561 |
| U.S. Government securities | $176,000 | 13,557 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $176,000 | 12,483 |
| Securities issued by states & political subdivisions | $129,000 | 9,101 |
| Other domestic debt securities | $340,000 | 5,613 |
| Privately issued residential mortgage-backed securities | $340,000 | 2,682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $340,000 | 10,124 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $340,000 | 6,243 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $340,000 | 2,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $645,000 | 13,451 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
